Z - Th 

One of the key features of the Castilian Spanish pronunciation is that Z is pronounced "th" as in the English word "thanks".

For example you would pronounce zanahoria (carrot) as "thah-nah-oh-ee-ah".

In Latin America this Spanish would be pronounced as "sah-nah-oh-ee-ah", i.e. they would use the English "S".

The letter Z is pronounced TH

To remember this we use the following mnemonic:

The zebra had to thumb (Z=TH) a lift.